+1,018.6%
ILMN vs VRSN
+110.3%
+908.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.8% |
| 7D | -9.7% | +0.5% | -10.2% | -9.8% |
| 30D | -20.4% | +4.9% | -25.3% | -21.7% |
| 3M | +10.0% | +5.8% | +4.2% | +7.7% |
| 6M | +49.5% | +12.6% | +36.9% | +42.2% |
| YTD | +62.5% | +28.2% | +34.3% | +47.5% |
| 1Y | +76.0% | +30.4% | +45.5% | +58.6% |
| 3Y | +94.2% | +54.6% | +39.6% | +63.6% |
| 5Y | -46.3% | +35.1% | -81.4% | -52.5% |
| 10Y | +62.7% | +294.0% | -231.2% | +2.8% |
| All | +1,018.6% | +110.3% | +908.4% | +431.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling